OrderFlow

This is the Inital workflow, this will change as the projects grow.

Below contain the workflow and actual approach to solve this Problem.

Gateway Exchange → Data Ingestion Service

• The exchange (e.g., Deribit) provides market data.

• The ingestion service connects to the exchange, subscribes to data, and normalizes it.

Data Distribution

• Data is pushed into NATS ( JetStream for durable streams & replay).

Consumers

• Services and CLIs (Frontends) subscribe to NATS subjects to get live data.

• This allows scaling multiple independent consumers without coupling to ingestion.

  Initial Approach / Todo

• Build a Python CLI

  • Start a basic ingestion service (connect to Deribit, fetch orderbook stream)
  • Start and configure NATS JetStream
  • Provide a CLI for consuming data (subscribe and display)

Installation

This project is managed by uv. Hence these are some steps to follow for setup.

# Create a virtual env
python3 -m venv .venv

# Activate the virtual environment
source .venv/bin/activate

# UV install
uv sync

# CLI Working
task click

# To run service cli
task click service
  

Docker Stack

# Start services
docker-compose up -d

# View logs
docker-compose logs -f

# Stop services
docker-compose down

# Stop and remove volume (ideal for removing cache)
docker-compose down -v